7th Annual Funds Transfer Pricing and Balance Sheet Management, London, UK

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This conference will address how banks can create an FTP framework that is both forward-looking allowing it to be used as a commercial tool and drive business, but is also reactive to developing market and regulatory factors. With many regulations, such as the NSFR developing and major market events occurring, banks will want to ensure that their FTP is dynamic enough to adapt to any changes.

Key topics:

  • Assess the granularity to which the liquidity buffers should be applied to the FTP framework
  • Incorporate the cost of the NSFR into the trading book and accurately price derivates
  • Understand the insights behavioural models provide for charging accurate retail funding costs to FTP
  • Embed the cost of capital under the new standardised approaches for credit, market and counterparty risk into FTP
  • Implement successful balance sheet management strategies that feed into good governance of FTP

Meet us in London

14 September 2017 - 15 September 2017
Hilton Canary Wharf, London
United Kingdom